+218.3%
C vs HL
+129.4%
+88.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | -0.4% | -5.6% | +5.1% | +0.2% |
| 30D | -5.3% | -16.2% | +10.8% | -3.6% |
| 3M | -8.0% | -20.5% | +12.5% | -6.1% |
| 6M | -0.3% | -31.7% | +31.4% | +3.0% |
| YTD | +8.6% | -26.4% | +35.0% | +9.9% |
| 1Y | +25.8% | -4.3% | +30.1% | +23.2% |
| 3Y | +221.2% | +276.9% | -55.7% | +157.2% |
| 5Y | +113.6% | +124.1% | -10.5% | +75.9% |
| 10Y | +218.3% | +144.6% | +73.7% | +117.8% |
| All | +218.3% | +129.4% | +88.9% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling